NSD’s trade repository messages specifications
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FxConversion
A type specifies the currency conversion.
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Field
Type
Description
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FFSM title
Properties
Conditions
Choice begin
Branch1
amountRelativeTo
AmountReference
Specifies conversion amount reference.
Conversion amount.
1-1,
mre
,
mfr
Branch2
fxRate
FxRate
Specifies a currency conversion rate.
FX rate.
1-∞,
mre
Choice end
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FxConversion
A choice of the conversion amount specification.
amountRelativeTo
(AmountReference)
Specifies conversion amount reference.
fxRate
(FxRate)
Specifies a currency conversion rate.
quotedCurrencyPair
(QuotedCurrencyPair)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
currency1
(Currency)
The first currency specified when a pair of currencies is to be evaluated.
currency2
(Currency)
The second currency specified when a pair of currencies is to be evaluated.
quoteBasis
(QuoteBasisEnum)
The method by which the exchange rate is quoted.
Currency1PerCurrency2;Currency2PerCurrency1;
rate
(decimal)
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.